Training conformal predictors. / Colombo, Nicolo; Vovk, Vladimir.

Proceedings of Machine Learning Research. ed. / Alex Gammerman; Vladimir Vovk; Zhiyuan Luo; Evgueni Smirnov; Giovanni Cherubin. Vol. 128 2020. p. 55-64.

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Abstract

Efficiency criteria for conformal prediction, such as observed fuzziness (i.e., the sum of p-values associated with false labels), are commonly used to evaluate the performance of given conformal predictors. Here, we investigate whether it is possible to exploit efficiency criteria to learn classifiers, both conformal predictors and point classifiers, by using such criteria as training objective functions.

The proposed idea is implemented for the problem of binary classification of hand-written digits. By choosing a 1-dimensional model class (with one real-valued free parameter), we can solve the optimization problems through an (approximate) exhaustive search over (a discrete version of) the parameter space. Our empirical results suggest that conformal predictors trained by minimizing their observed fuzziness perform better than conformal predictors trained in the traditional way by minimizing the prediction error of the corresponding point classifier. They also have reasonable performance in terms of their prediction error on the test set.
Original languageEnglish
Title of host publicationProceedings of Machine Learning Research
EditorsAlex Gammerman, Vladimir Vovk, Zhiyuan Luo, Evgueni Smirnov, Giovanni Cherubin
Pages55-64
Number of pages10
Volume128
Publication statusPublished - Sep 2020

ID: 39085641